Branch-and-Bound Variant of an Outcome-Based Algorithm for Optimizing over the Efficient Set of a Bicriteria Linear Programming Problem |
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Authors: | Fülöp J Muu L D |
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Institution: | (1) Computer and Automation Institute, Hungarian Academy of Sciences, Budapest, Hungary;(2) Institute of Mathematics, Hanoi, Vietnam |
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Abstract: | The paper presents a finite branch-and-bound variant of an outcome-based algorithm proposed by Benson and Lee for minimizing a lower-semicontinuous function over the efficient set of a bicriteria linear programming problem. Similarly to the Benson-Lee algorithm, we work primarily in the outcome space. Dissimilarly, instead of constructing a sequence of consecutive efficient edges in the outcome space, we use the idea of generating a refining sequence of partitions covering the at most two-dimensional efficient set in the outcome space. Computational experience is also presented. |
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Keywords: | multiple-criteria decision making efficient set global optimization branch-and-bound methods |
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